+120.1%
SPOT vs BWA
+27.4%
+92.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +1.6% | +4.3% | -2.7% | +0.5% |
| 30D | +16.9% | -13.0% | +29.9% | +20.8% |
| 3M | +23.0% | -24.8% | +47.8% | +31.6% |
| 6M | +42.2% | -23.5% | +65.7% | +50.0% |
| YTD | +5.5% | +13.8% | -8.3% | -5.5% |
| 1Y | -5.1% | +13.4% | -18.5% | -15.0% |
| 3Y | +257.9% | +62.8% | +195.1% | +158.5% |
| All | +120.1% | +27.4% | +92.6% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling